It's not very surprising that no Oort Cloud objects have been detected via occultations. They're extremely rare, even for our most advanced space-based observatories.
According to Ofek & Nakar 2010, published about one year after the launch of Kepler, the telescope would be able to detect between $0$ and $\sim100$ occultation events of Oort Cloud objects, assuming that it monitored $\sim10^5$ stars for a time $\tau=3$ years - both of which ended up being underestimates.$^{\dagger}$ Part of the reason for the uncertainty is that the parameters of the Oort Cloud are not tightly constrained. Varying the inner radius $r_{\text{min}}$ from 1000 to 5000 AU, or varying the index $\alpha $ of the number density distribution $n\propto r^{\alpha}$ from $-4$ to $-3$, can produce changes on the expected occultations by a couple orders of magnitude.
The problem becomes apparent when you consider that 1) occultations are intrinsically short and infrequent and 2) they're one-off events. It's not the same as detecting a transiting exoplanet, or observing an expected occultation from a minor planet whose orbit is already known. Therefore, it's hard to tell whether an event is a true occultation or simply a glitch of some sort. The second point of the paper was to present methods for validating possible events.
Ground-based surveys of Kuiper Belt Objects (KBOs) have been performed, but they suffer from atmospheric effects, as you might expect. Given that occultations would last on the order of 1 second, atmospheric scintillation becomes a problem for the high-cadence searches required (Alcock et al.). Given that some ground-based surveys just for KBOs a few kilometers across, like the Taiwanese-American Occultation Survey, have returned no detections (Zhang et al. 2008), it might not be surprising that ground-based Oort Cloud searches are also extremely difficult.
${\dagger}$ By comparison, the CoRoT mission, assuming it monitored $\sim10^4$ stars over the same period, was expected to detect essentially no occultations, according to the same analysis.